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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	4.7111	5.65***
α ARCH Response to squared shocks	0.0303	46.99***
β GARCH Volatility persistence	0.9977	2,891.84***
ν DF Student-t tail thickness	7.0679	7.51***

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S&P GSCI Cocoa Index GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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